Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.7: Other Asset-Backed Financing

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 29979.22 Day 36 Yes 2417.33 91-180 Days A-3 24824.46 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 42161.39 Day 36 No 1466.37 <7 Days A-4 41421.84 Partial No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 5093.01 Day 36 No 106.87 31-90 Days A-5 4286.05 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 22431.37 Day 36 Yes 524.89 <7 Days CB-1 20811.69 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 9118.44 Day 36 Yes 329.06 7-30 Days CB-2 10627.57 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 7120.90 Day 36 Yes 268.07 7-30 Days CB-3 6514.03 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 11685.04 Day 36 Yes 1063.34 7-30 Days E-1 10745.62 None No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 19700.49 Day 36 Yes 752.42 7-30 Days E-2 23352.66 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 1074.97 Day 36 Yes 30.19 31-90 Days G-1 1146.78 Partial No Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 7987.00 Day 36 No 774.66 <7 Days G-2 8904.77 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 40146.01 Day 36 No 909.65 7-30 Days G-3 47951.82 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 9428.28 Day 36 No 258.28 91-180 Days IG-1 11191.93 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 37143.11 Day 36 Yes 1384.88 91-180 Days IG-2 37669.41 None No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 20585.02 Day 36 No 1287.64 7-30 Days S-1 20517.23 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 34172.54 Day 36 Yes 2207.69 7-30 Days S-2 37187.23 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 4819.61 Day 36 Yes 308.63 <7 Days S-3 4839.38 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 4117.89 Day 36 No 251.08 7-30 Days S-4 4347.23 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 13290.48 Day 36 Yes 1313.41 91-180 Days S-5 13515.43 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 8407.79 Day 36 No 277.38 31-90 Days S-6 8800.79 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 38830.75 Day 36 No 3614.23 7-30 Days S-7 32165.92 None No Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 2868.92 Day 37 Yes 41.67 <7 Days A-0-Q 3393.15 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 34636.23 Day 37 No 2245.62 91-180 Days A-1-Q 36871.48 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail Yes 10427.31 Day 37 No 489.02 91-180 Days A-2-Q 10185.45 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 43761.26 Day 37 No 2128.19 91-180 Days A-3-Q 41116.72 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.7 Other Asset-Backed Financing Retail No 2892.49 Day 37 Yes 258.41 <7 Days A-4-Q 2912.38 Full Yes Liberty International Finance Ltd. Investment Banking